A high-frequency volatility model with signed jumps variation based on external information impact

GONG Yizhou, HUANG Ran

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (9) : 2189-2202.

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Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (9) : 2189-2202. DOI: 10.12011/1000-6788-2018-1546-14

A high-frequency volatility model with signed jumps variation based on external information impact

  • GONG Yizhou, HUANG Ran
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(9): 2189-2202 https://doi.org/10.12011/1000-6788-2018-1546-14

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